Closing the GARCH gap: Continuous time GARCH modeling (Q1126492)

From MaRDI portal
Revision as of 10:58, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Closing the GARCH gap: Continuous time GARCH modeling
scientific article

    Statements

    title
    Closing the GARCH gap: Continuous time GARCH modeling (English)
    0 references
    author
    Feike C. Drost
    0 references
    Bas J. M. Werker
    0 references
    publication date
    8 December 1996
    0 references
    zbMATH Keywords
    jump-diffusions
    0 references
    continuous time modeling
    0 references
    GARCH processes in discrete time
    0 references

    Identifiers

    zbMATH DE Number
    955407
    0 references
    Wikidata QID
    Q59319344
    0 references
    OpenAlex ID
    W1971139264
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1126492&oldid=37380060"
    Powered by MediaWiki